+41.5%
CL vs WAT
+33.2%
+8.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +9.5% | +9.0% | +0.6% | +8.5% |
| 3M | +6.8% | +13.5% | -6.7% | +5.3% |
| 6M | +14.3% | +35.3% | -21.0% | +10.4% |
| YTD | +27.0% | +24.0% | +3.0% | +23.4% |
| 1Y | +26.3% | +22.0% | +4.3% | +22.9% |
| 3Y | +39.3% | +84.0% | -44.7% | +26.0% |
| 5Y | +41.5% | +34.4% | +7.2% | +34.0% |
| All | +41.5% | +33.2% | +8.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling